PURPOSE: To markedly reduce machining time, by providing a movable body guide shaft with a guide groove by only thread rolling, in a printing head guide mechanism for a small-type printer.

CONSTITUTION: In a thread rolling process for forming a groove 3a, the shape of a die is so set as to generate such a material flow that slant side wall surfaces 3b, 3c and upper surfaces of protuberant parts 3d can be continuous with each other through R curved surfaces 3g, thereby restricting the flow of the material forming the protuberant parts. When the blank material is ground to an outside diameter D1 by outside diameter grinding, a part of the R curved surface 3g is located below an upper edge surface of the groove 3a constituted of the outside diameter D1 and on the outside of an upward extension line 3f of the slant side wall surface 3b, 3c. When the blank material is subjected to outside diameter grinding by centerless grinding, the groove is so shaped that burr 3e formed on grinding to protrude beyond the upper edge surface of the groove 3a is located on the outside of the extension line 3f of the side wall surface 3b, 3c, so that even if groove grinding for removing the burr 3e is not conducted, the groove 3a can be sufficiently smoothly engaged to a projection 2b of a printing head 2.